ICE Russell 2000 Mini Future June 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 450.7 458.0 7.3 1.6% 455.9
High 460.5 475.9 15.4 3.3% 468.6
Low 447.5 453.3 5.8 1.3% 424.4
Close 458.2 470.9 12.7 2.8% 465.4
Range 13.0 22.6 9.6 73.8% 44.2
ATR 18.9 19.2 0.3 1.4% 0.0
Volume 152,639 135,764 -16,875 -11.1% 515,885
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 534.5 525.3 483.3
R3 512.0 502.8 477.0
R2 489.3 489.3 475.0
R1 480.0 480.0 473.0 484.8
PP 466.8 466.8 466.8 469.0
S1 457.5 457.5 468.8 462.0
S2 444.0 444.0 466.8
S3 421.5 435.0 464.8
S4 399.0 412.3 458.5
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 585.5 569.5 489.8
R3 541.3 525.5 477.5
R2 497.0 497.0 473.5
R1 481.3 481.3 469.5 489.0
PP 452.8 452.8 452.8 456.8
S1 437.0 437.0 461.3 445.0
S2 408.5 408.5 457.3
S3 364.5 392.8 453.3
S4 320.3 348.5 441.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 475.9 438.8 37.1 7.9% 19.0 4.0% 87% True False 134,999
10 475.9 424.4 51.5 10.9% 19.8 4.2% 90% True False 139,948
20 475.9 395.6 80.3 17.1% 20.3 4.3% 94% True False 154,470
40 475.9 339.5 136.4 29.0% 17.8 3.8% 96% True False 101,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 572.0
2.618 535.0
1.618 512.5
1.000 498.5
0.618 489.8
HIGH 476.0
0.618 467.3
0.500 464.5
0.382 462.0
LOW 453.3
0.618 439.3
1.000 430.8
1.618 416.8
2.618 394.3
4.250 357.3
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 468.8 467.8
PP 466.8 464.8
S1 464.5 461.8

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These figures are updated between 7pm and 10pm EST after a trading day.

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